Using the introductory example for proc phreg documentation and my limited understanding of the Wikipédia page , The calculation of the Brier score should go like this:
/* The following DATA step creates the data set Rats, which contains the
variable Days (the survival time in days), the variable Status (the
censoring indicator variable: 0 if censored and 1 if not censored),
and the variable Group (the pretreatment group indicator).
*/
data Rats;
label Days ='Days from Exposure to Death';
input Days Status Group @@;
datalines;
143 1 0 164 1 0 188 1 0 188 1 0
190 1 0 192 1 0 206 1 0 209 1 0
213 1 0 216 1 0 220 1 0 227 1 0
230 1 0 234 1 0 246 1 0 265 1 0
304 1 0 216 0 0 244 0 0 142 1 1
156 1 1 163 1 1 198 1 1 205 1 1
232 1 1 232 1 1 233 1 1 233 1 1
233 1 1 233 1 1 239 1 1 240 1 1
261 1 1 280 1 1 280 1 1 296 1 1
296 1 1 323 1 1 204 0 1 344 0 1
;
proc phreg data=Rats plot=none;
model Days*Status(0)=Group;
output out=ratsSurv survival=surv;
run;
proc sql;
select
mean((status-(1-surv))**2) as BrierScore
from ratsSurv;
quit;
PG